+565.7%
AMZN vs MTUM
+357.8%
+207.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +0.8% |
| 7D | -0.7% | +0.7% | -1.4% | -1.3% |
| 30D | -3.9% | -2.4% | -1.5% | -2.1% |
| 3M | +6.3% | -3.6% | +10.0% | +7.0% |
| 6M | +20.8% | +23.7% | -2.9% | -5.4% |
| YTD | +11.2% | +22.9% | -11.7% | -12.8% |
| 1Y | +11.7% | +21.8% | -10.1% | -11.6% |
| 3Y | +79.4% | +114.4% | -35.0% | -18.4% |
| 5Y | +48.0% | +79.6% | -31.5% | -19.9% |
| All | +565.7% | +357.8% | +207.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling